For consistency with other plotting programs (such as gnuplot), I would love to have "q" as a standard key for closing a figure window.
I have a little recipe for you which does what you want.
import matplotlib.pyplot as plt
if event.key == 'q':
cid = plt.gcf().canvas.mpl_connect('key_press_event', quit_figure)
Obviously, this doesn't give you what you asked for on all plots...
Yes, I'm already doing that for most larger scripts where it doing the work feels justified. It would just be nice to have it by default.
Fixed in #851, by default you can now close a figure with "ctrl+w" on most backends.